Why A Zener diode operated in reverse breakdown holds a nearly constant voltage across itself over a wide range of current, so a small series resistor feeding it produces a stable reference voltage. That breakdown voltage is set during manufacture (common values like 5.1 V, 9.1 V, 12 V), and it is the sensing element most simple regulators compare their output against.
Watch out An SCR is a latching power switch used for control and crowbar protection, not a reference; the converters simply translate between digital codes and analog levels, and they in fact need an external reference such as a Zener or bandgap to work.
Zener = reverse-biased on purpose, voltage pinned. Think 'Zener holds the Zero point' for a reference.